+139.4%
QLD vs STZ
-37.2%
+176.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.7% |
| 7D | -10.3% | +4.9% | -15.2% | -10.6% |
| 30D | -26.1% | +20.9% | -46.9% | -27.6% |
| 3M | -17.8% | +8.0% | -25.7% | -18.3% |
| 6M | -15.6% | -5.3% | -10.3% | -14.4% |
| YTD | +5.4% | +5.9% | -0.5% | +2.3% |
| 1Y | +5.2% | +14.2% | -9.0% | -0.3% |
| 3Y | +139.4% | -37.0% | +176.4% | +157.0% |
| All | +139.4% | -37.2% | +176.6% | +157.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling